+17.6%
SNOW vs CCL
+86.1%
-68.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.5% | +0.5% |
| 7D | +10.8% | -0.3% | +11.2% | +10.9% |
| 30D | -16.5% | +10.3% | -26.8% | -19.2% |
| 3M | -10.1% | +6.6% | -16.7% | -12.6% |
| 6M | +96.5% | +20.0% | +76.5% | +82.0% |
| YTD | +36.2% | -1.9% | +38.1% | +32.0% |
| 1Y | +10.7% | +10.4% | +0.3% | +2.5% |
| 3Y | +86.2% | +134.8% | -48.6% | +28.6% |
| 5Y | -22.7% | +34.0% | -56.7% | -44.7% |
| All | +17.6% | +86.1% | -68.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling